Coronaviruses were first discovered in the 1960s. The severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2) was identified as the cause of coronavirus disease 2019 (COVID-19) in China and subsequently, across the globe. As COVID-19 causes serious public health concerns across the world, investigating the characteristics of SARS-CoV-2 and its interaction with the host immune responses may help to provide a clearer picture of the way this pathogen causes disease in some individuals. Interestingly, SARS-CoV-2 exhibits a 80% sequence homology with SARS-CoV-1 and 96–98% homology with coronaviruses isolated from bats. Therefore, the experience acquired in SARS and MERS epidemics may improve our understanding of the immune response and immunopathological changes in COVID-19 patients. Here, we have reviewed the immune response (including the innate and adaptive immunities) against the SARS-CoV, MERS-CoV, and SARS-CoV-2 pathogens to improve our understanding of the concept of the disease, and enlighten the scope for developing vaccines and medicines for the treatment of COVID-19 patients.